Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime-Reference-Cited by-同舟云学术

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Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime

Published:2020-04 Issue:1 Volume:88 Page:229-251
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

Yüzbaşı Bahadır¹²^ORCID,Arashi Mohammad³,Ejaz Ahmed S.⁴

Affiliation:

1. Department of EconometricsInonu University Malatya Turkey

2. Department of StatisticsUniversity of British Columbia Vancouver BC Canada

3. Department of Statistics, Faculty of Mathematical SciencesShahrood University of Technology Shahrood Iran

4. Department of Mathematics and StatisticsBrock University St. Catharines ON Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/insr.12351

Reference45 articles.

1. Shrinkage preliminary test estimation in multivariate normal distributions

2. Ahmed S.E.2001.Shrinkage estimation of regression coefficients from censored data with multiple observations. InEmpirical Bayes and Likelihood Inference pp.103–120.New York NY:Springer.

3. Penalty, Shrinkage and Pretest Strategies

4. Shrinkage estimation strategy in quasi-likelihood models

5. Big data analytics: Integrating penalty strategies;Ahmed S.E.;Int. J. Manag. Sci. Eng. Manag.,2016

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1. g.ridge: An R Package for Generalized Ridge Regression for Sparse and High-Dimensional Linear Models;Symmetry;2024-02-12

2. Ridge-Type Pretest and Shrinkage Estimation Strategies in Spatial Error Models with an Application to a Real Data Example;Mathematics;2024-01-25

3. One component partial least squares, high dimensional regression, data splitting, and the multitude of models;Communications in Statistics - Theory and Methods;2024-01-22

4. Extending the A Priori Procedure (APP) to Analysis of Variance Models under Normality;Axioms;2023-12-29

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